+45.2%
PL vs RVTY
+20.1%
+25.0%
-85.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RVTY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +14.5% | +3.6% | +10.9% | +12.7% |
| 7D | +10.9% | +6.0% | +4.9% | +8.3% |
| 30D | -16.4% | +4.3% | -20.6% | -17.6% |
| 3M | -39.9% | +40.2% | -80.2% | -48.9% |
| 6M | -63.2% | +59.3% | -122.5% | -70.8% |
| YTD | -27.1% | +66.5% | -93.7% | -44.3% |
| 1Y | +12.2% | +77.5% | -65.3% | -17.4% |
| 3Y | +584.3% | +92.5% | +491.8% | +384.3% |
| 5Y | +37.0% | -6.8% | +43.8% | +33.1% |
| All | +45.2% | +20.1% | +25.0% | +41.8% |
Cumulative growth
Daily Returns
Daily percentage return beside RVTY.
Daily Out/Under-Performance
Portfolio return minus RVTY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × RVTY return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 10y: compounded portfolio wealth divided by compounded RVTY wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
10y analysis · Full analysis span regression · 6 months rolling